[2] Rejoinder

Comments made by Brumback et al., E.I. George et al., Steven N. MacEachern and Peter Muller on Shively, Kohn and Wood's study on additive nonparametric regression models are discussed. For instance, Brumback et al. recommends the use of regression splines as a prior for one-dimensional curve instead of a Wiener process before simplifying the computations and making nonparametric smoothing easier. On the other hand, George et al. argue that a conditional mean instead of the marginal mean should be used as the prior.
We thank the discussants for their kind words and insightful criticisms. We first address some general concepts touched on by each of the discussants, then address each discussant's specific comments [...]